V-Lab
CBOE EFA ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 10th, 2025:136.04% (+1.97%)
Analysis last updated: Monday, March 10, 2025 at 11:38 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 20.34 | |
| 0.2219 | 17.37 | |
| 0.8068 | 130.69 | |
| -0.1576 | -8.91 |
Estimation Period:
Jan 2, 2008 to Mar 7, 2025
Jan 2, 2008 to Mar 7, 2025
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